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1.
Title: Measuring Contagion with a Bayesian Time-Varying Coefficient Model Author/Editor: Ciccarelli, Matteo ; Rebucci, Alessandro Series: Working Paper No. 03/171 Published: September 1, 2003 Subject(s): Economic models Author's keyword(s): Contagion | Gibbs sampling | Heteroskedasticity | Omitted Variable Bias | Time-Varying Coefficient Models
2.
Title: Bayesian VARs: A Survey of the Recent Literature with an Application to the European Monetary System Author/Editor: Ciccarelli, Matteo ; Rebucci, Alessandro Series: Working Paper No. 03/102 Published: May 1, 2003 Subject(s): Economic models | European Monetary System Author's keyword(s): Bayesian VAR | Gibbs sampling | Time-Varying Reaction Function | EMS
3.
Title: The Transmission Mechanism of European Monetary Policy: Is There Heterogeneity? Is it Changing over Time? Author/Editor: Ciccarelli, Matteo ; Rebucci, Alessandro Series: Working Paper No. 02/54 Published: March 1, 2002 Subject(s): Monetary policy | France | Germany | Italy | Spain | European Economic and Monetary Union | Economic policy | Economic models Author's keyword(s): Bayesian esstimation | european monetary policy | Gibbs sampling | Heterogeneity | Transmission mechanism
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